Probability and Statistics

概率论的知识遗忘得太多了。重启概率论的笔记，会包含简单的随机过程和数理统计。主要参考李贤平《概率论基础》、叶俊老师的《随机数学》与茆诗松《概率论与数理统计》。也参考 David Williams Probability with Martingales 和 Durret Probability: Theory and Examples。

3. 特征与样本

Characteristics and Samples

3.1 期望与矩

Expectation and Moments

3.2 条件期望

Conditional Expectation

3.3 生成函数与特征函数

Generating Functions and Characteristic Functions

3.4 高斯分布

Gaussian Distributions

3.5 样本、观测与似然

Samples, Observations, and Likelihood

3.6 统计量与无偏估计

Statistics and Unbiased Estimation